A Bayesian approach to extended models for exceedance
type: Item
instance of: scholarly article
title: A Bayesian approach to extended models for exceedance
zbMATH Open document ID: 1385.62004
DOI: 10.1214/17-BJPS378
author: Fernando Ferraz do Nascimento
author: Marcelo Bourguignon Pereira
published in: Brazilian Journal of Probability and Statistics
publication date: 2018-03-16T00:00:00Z
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 6850809
zbMATH Keywords: extreme value theory
zbMATH Keywords: exceedance analysis
zbMATH Keywords: generalized Pareto distribution
zbMATH Keywords: generalized classes of distributions
zbMATH Keywords: MCMC
describes a project that uses: ismev
MaRDI profile type: Publication
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full work available at URL: 17-bjps378
OpenAlex ID: W2774673433
description: scientific article; zbMATH DE number 6850809